Last price paid | 0.18 | |
Change | -5.26% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 28.05.2024 17:20 |
Fixing | 23.12.2024 |
Settlement date | 04.04.2024 |
Last trading | 23.12.2024 |
Final fixing | 23.12.2024 |
Currency redemption | CHF |
Perf. since issue | -63.00% |
Year to date (YTD) | n.a. |
1 month | -30.77% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 2'184.07 |
Premium | 0.10% |
Premium p.a. | 0.16% |
Leverage | 15.76 |
Implied volatility | 0.15 |
ISIN | CH1305149358 |
Symbol | XAU3CZ |
Security | 130514935 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 03.01.2025 |
Underlying | Troy Ounce of Gold in USD, XD0002747026 |
Underlying ISIN | XD0002747026 |
Strike | 2'150.00 |
C/P type | put |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 26.03.2024 |
Premium | 9.52% |
Premium p.a. | 15.86% |
Leverage | 116.04 |
Implied volatility | 15.39% |
Moneyness | out-of-the-money |
Leverage | 15.7634 |
Delta | -0.1358 |
Gamma | 0.0000 |
Theta | -0.0008 |
Rho | -0.0186 |
Vega | 0.0361 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 2'129.72 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 112.40 |
Givaudan | 4'225.00 |
ZURICH INSURANCE | 468.10 |
SONOVA HLDG N | 287.90 |
LOGITECH INT. | 86.78 |
Name | Price |
---|---|
Lonza Group | 485.70 |
UBS | 27.98 |
Compagnie Financi... | 142.20 |
Alcon AG | 80.12 |
KUEHNE & NAGEL | 249.40 |